Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 12.220443 13.972157 15.871987 18.083695 20.585919 23.327207 26.556257
2024-10-27 9.094481 11.314142 13.915907 17.183824 21.171784 25.873008 31.828271
2024-11-03 7.975924 10.467539 13.534683 17.575023 22.743579 29.119087 37.564453
2024-11-10 7.127265 9.805455 13.247369 17.974425 24.274957 32.358301 43.487397
2024-11-17 6.264096 8.983090 12.612041 17.780977 24.921207 34.399300 47.891154
2024-11-24 5.510537 8.209741 11.939326 17.431534 25.269284 35.999776 51.741983
2024-12-01 4.997170 7.708892 11.575992 17.445657 26.072497 38.217202 56.524104
2024-12-08 4.637813 7.388958 11.428361 17.732773 27.252509 41.000455 62.243605
2024-12-15 4.284997 7.039122 11.196216 17.857446 28.175586 43.438073 67.575391
2024-12-22 3.909274 6.614461 10.807810 17.699271 28.637774 45.192685 71.959748
2024-12-29 3.651103 6.351315 10.642603 17.863712 29.589154 47.716887 77.634907
2025-01-05 3.497530 6.244180 10.712165 18.398190 31.145445 51.246145 85.057210
2025-01-12 3.207444 5.886773 10.354521 18.221922 31.565354 53.049474 89.918736
2025-01-19 2.802106 5.292544 9.553247 17.239580 30.580282 52.525658 90.968903
2025-01-26 2.677916 5.186063 9.573921 17.657445 31.970742 55.956361 98.725322
2025-02-02 2.559684 5.078984 9.582788 18.050070 33.335003 59.410260 106.705119
2025-02-09 2.365015 4.810611 9.280224 17.858632 33.650599 61.082662 111.704477
2025-02-16 2.166637 4.516873 8.907085 17.506841 33.646867 62.186976 115.753608
2025-02-23 2.034454 4.340952 8.739084 17.521318 34.305313 64.482991 122.027828
2025-03-02 1.946759 4.246355 8.717666 17.809517 35.484939 67.768207 130.252241
2025-03-09 1.846303 4.116526 8.617108 17.934735 36.358471 70.534696 137.662580
2025-03-16 1.722368 3.926377 8.382099 17.775899 36.669630 72.268459 143.230126
2025-03-23 1.642144 3.822545 8.312445 17.941019 37.618717 75.239230 151.271521